Semiparametric estimation of expected shortfall and its application (Q5129322)
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scientific article; zbMATH DE number 7266333
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|---|---|---|---|
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| English | Semiparametric estimation of expected shortfall and its application |
scientific article; zbMATH DE number 7266333 |
Statements
27 October 2020
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expected shortfall
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\(\alpha\)-mixing
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mean residual life model
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0.8514662384986877
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0.8456860184669495
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0.843679666519165
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0.8128802180290222
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